Econometric analysis of cross section and panel data / Jeffrey M. Wooldridge.

Format:

Book

Author/Creator:

Wooldridge, Jeffrey M., 1960-

Contributor:

Benjamin Franklin Library Fund.

Language:

English

Subjects (All):

Econometrics--Asymptotic theory.

Econometrics.

Physical Description:

xxvii, 1064 pages : illustrations ; 24 cm

Edition:

Second edition.

Place of Publication:

Cambridge, Mass. : MIT Press, [2010]

Contents:

Introduction

Conditional expectations and related concepts in econometrics

Basic asymptotic theory

Single-equation linear model and ordinary least squares estimation

Instrumental variables estimation of single-equation linear models

Additional single-equation topics

Estimating systems of equations by ordinary least squares and generalized least squares

System estimation by instrumental variables

Simultaneous equations models

Basic linear unobserved effects panel data models

More topics in linear unobserved effects models

M-estimation, nonlinear regression, and quantile regression

Maximum likelihood methods

Generalized method of moments and minimum distance estimation

Binary response models

Multinomial and ordered response models

Corner solution responses

Count, fractional, and other nonnegative responses

Censored data, sample selection, and attrition

Stratified sampling and cluster sampling

Estimating average treatment effects

Duration analysis.

Notes:

Includes bibliographical references and index.

Local Notes:

Acquired for the Penn Libraries with assistance from the Benjamin Franklin Library Fund.

ISBN:

0262232588

9780262232586

OCLC:

627701062

Publisher Number:

99944050629